Signals API Reference

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This REST API returns structured data for various signals.

API Endpoint
https://api.benzinga.com/api/v1
Response Content-Types

application/json, application/xml

Schemes

https, http

Version

1.0.0

Authentication

token authentication

Type:
apiKey
Name:
token
In:
query

Playground

Endpoints

GET /signal/option_activity

Returns option activity signals

Parameters

NameTypeLocationDescription
acceptstring , x ∈ { application/json , application/xml (default) }header

Specifies return format. Query parameters work the same for both formats.

pageintegerquery

Page offset.

pagesizeintegerquery

Number of results returned. Limit 1000

parameters[date]string (YYYY-MM-DD)query

Date to query for data. Shorthand for date_from and date_to if they are the same. Defaults for latest.

parameters[date_from]string (YYYY-MM-DD)query

Date to query from point in time.

parameters[date_to]string (YYYY-MM-DD)query

Date to query to point in time.

parameters[tickers]string (csv)query

One or more ticker symbols separated by a comma.

Responses

CodeModelDescription
200 OKoption-activity

success

Response (200 OK)

[
  {
    "id": "integer",
    "date": "string (YYYY-MM-DD)",
    "time": "string (HH:MM:SS)",
    "ticker": "string",
    "description": "string",
    "updated": "integer",
    "sentiment": "string",
    "aggressor_ind": "string",
    "option_symbol": "string (SPY190826P00292000)",
    "underlying_type": "string",
    "cost_basis": "string",
    "put_call": "string",
    "strike_price": "string",
    "date_expiration": "string (YYYY-MM-DD)",
    "option_activity_type": "string",
    "trade_count": "string",
    "open_interest": "string",
    "volume": "string",
    "bid": "string",
    "ask": "string",
    "midpoint": "string"
  }
]

Models

option-activity: object

PropertyTypeDescription
idinteger

Unique ID of this signal shared across all signal types

datestring (YYYY-MM-DD)

The date the signal was created

timestring (HH:MM:SS)

The time the signal was created

tickerstring

Ticker Symbol (F, MSFT, etc...)

descriptionstring

A human readable description of the signal. This description may updated at any time without notice

updatedinteger

Last updated timestamp, UTC.

sentimentstring , x ∈ { BULLISH , BEARISH }

Indicates whether the trade or sweep was bullish or bearish (i.e., how near the bid or ask it was exected at)

aggressor_indstring

0.0 = 100% trades were at the bid, 1.0 = 100% of trades were at the ask. The value can exceed 1.0 or 0.0 because trades can be executed above or below the current bid or ask at the time.

option_symbolstring (SPY190826P00292000)

Option symbol

underlying_typestring , x ∈ { ETF , STOCK }

Security type of the underlying symbol

cost_basisstring

Cost outlay of the entire sweep or block option trade

put_callstring , x ∈ { CALL , PUT }

Indicates PUT or CALL

strike_pricestring

Strike price of the option

date_expirationstring (YYYY-MM-DD)

Expiration date of the option

option_activity_typestring , x ∈ { SWEEP , TRADE }

Type of unusual option.

trade_countstring

Number of trades involved in the sweep or trade. Always 1 when optionActivityType = TRADE. Always > 1 when optionActivityType = SWEEP

open_intereststring

Current open interest

volumestring

Day volume

bidstring

Bid price at the time of trade, or last trade in case of a sweep

askstring

Ask price at the time of trade, or last trade in case of a sweep

midpointstring

Midpoint price at the time of trade, or last trade in case of a sweep

Structure (JSON)
{
  "id": "integer",
  "date": "string (YYYY-MM-DD)",
  "time": "string (HH:MM:SS)",
  "ticker": "string",
  "description": "string",
  "updated": "integer",
  "sentiment": "string",
  "aggressor_ind": "string",
  "option_symbol": "string (SPY190826P00292000)",
  "underlying_type": "string",
  "cost_basis": "string",
  "put_call": "string",
  "strike_price": "string",
  "date_expiration": "string (YYYY-MM-DD)",
  "option_activity_type": "string",
  "trade_count": "string",
  "open_interest": "string",
  "volume": "string",
  "bid": "string",
  "ask": "string",
  "midpoint": "string"
}